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dc.contributor.authorMonge Moreno, Manuel 
dc.contributor.authorGil Alana, Luis A. 
dc.date.accessioned2021-10-11T11:29:43Z
dc.date.available2021-10-11T11:29:43Z
dc.date.issued2021
dc.identifier.issn1879-9337spa
dc.identifier.urihttp://hdl.handle.net/10641/2485
dc.description.abstractIs lithium affecting business strategies in the sector? We employ methodologies based on Continuous Wavelet Transform (CWT) and fractional integration and cointegration vector autoregressive models (FCVAR) models to analyze how lithium prices influence mergers and acquisitions (M&A) in the lithium industry over the world. The univariate and the multivariate results obtained using long memory methods support the nonstationary nature of the data, but they seem to be linked in the long-term through a fractional cointegrated relationship. In addition, analysis in the time-frequency domain indicates that both series are highly correlated from 2015 to 2017, finding that the lithium prices explain the M&A behavior after mid-2016 until early 2017.spa
dc.language.isoengspa
dc.publisherReview of Development Financespa
dc.rightsAtribución-NoComercial-SinDerivadas 3.0 España*
dc.rights.urihttp://creativecommons.org/licenses/by-nc-nd/3.0/es/*
dc.subjectLithium industryspa
dc.subjectLithium pricesspa
dc.subjectFractional integrationspa
dc.subjectFractional cointegrationspa
dc.subjectWaveletsspa
dc.titleHow Lithium Prices Affect Mergers and Acquisitions in the Lithium Industry.spa
dc.typearticlespa
dc.description.versionpre-printspa
dc.rights.accessRightsopenAccessspa
dc.description.extent451 KBspa
dc.relation.publisherversionhttps://journals.co.za/doi/abs/10.10520/ejc-rdfin-v11-n1-a2spa


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